market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 1.15% 0.94 CHF 0.95 CHF 190,000 190,000 88,179 88,179 77,769 CHF 78,652 CHF 100.00% 100.00%
12/07/2024 1.32% 0.82 CHF 0.83 CHF 200,000 200,000 90,221 90,221 71,018 CHF 71,922 CHF 100.00% 100.00%
11/07/2024 1.17% 0.81 CHF 0.82 CHF 200,000 200,000 89,013 89,013 76,209 CHF 77,101 CHF 100.00% 100.00%
10/07/2024 1.28% 0.80 CHF 0.81 CHF 200,000 200,000 89,426 89,426 70,874 CHF 71,770 CHF 100.00% 100.00%
09/07/2024 1.24% 0.78 CHF 0.79 CHF 200,000 200,000 89,461 89,461 72,813 CHF 73,709 CHF 100.00% 100.00%
08/07/2024 1.26% 0.80 CHF 0.81 CHF 200,000 200,000 88,772 88,772 70,828 CHF 71,717 CHF 100.00% 100.00%
05/07/2024 1.55% 0.75 CHF 0.76 CHF 210,000 210,000 94,971 94,971 64,537 CHF 65,488 CHF 99.89% 99.89%
04/07/2024 1.54% 0.64 CHF 0.65 CHF 84,000 84,000 67,511 67,511 43,532 CHF 44,208 CHF 100.00% 100.00%
03/07/2024 1.55% 0.66 CHF 0.67 CHF 210,000 210,000 93,805 93,805 61,306 CHF 62,246 CHF 100.00% 100.00%
02/07/2024 1.60% 0.67 CHF 0.68 CHF 210,000 210,000 91,150 91,150 58,844 CHF 59,757 CHF 100.00% 100.00%

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